+26.2%
KLAC vs CHYM
+71.1%
-44.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.0% | -4.7% |
| 7D | -5.7% | +3.7% | -9.4% | -6.0% |
| 30D | -27.6% | +5.6% | -33.2% | -28.0% |
| 3M | -23.3% | +19.7% | -43.0% | -25.9% |
| 6M | -12.4% | +35.3% | -47.6% | -18.1% |
| YTD | +23.7% | +18.7% | +5.1% | +16.1% |
| 1Y | +26.2% | +67.8% | -41.6% | +10.3% |
| All | +26.2% | +71.1% | -44.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling